CME

NeoButane

Simple script that checks for gaps in price from CME. tickerid(x, y, sess) doesn't seem to be applying correctly for the ticker specified at the moment so there are a couple of 'gaps' peppered on lower timeframes. Gaps are legitimate price levels to look as a support or resistance. The theory is that volume needs to be gap filled, but I currently believe it's an...

oh92

Only for Bitcoin! This indicator locates weekly gaps created by the CME Futures market for Bitcoin. As you can see, Bitcoin tends to close the weekly gaps created in the futures market so I thought this could be a very useful tool. Instead of having to look between multiple charts, this simply overlays the past weeks open and close should a gap appear. I...

giancapino

end-of-day Open Interest as provided by CME for D interval. Can select Commodity (Gold.Silver,Crude), year, contract (Feb,April,June,AugOct,Dec)

madoqa

how to pull data from quandl.com this script for CBOE/CME BTC FUTURE ex. if you want to pull www.quandl.com you input "QUANDL:CFTC/1330E1_FO_ALL|n" as TV symbol.("n" is table number)

NeoButane

Breakers for CME's futures contracts. Should work on CST/EST/UTC charts. CME says it uses the last 30 seconds of the session to grab a reference price, so I took the open of the last session's candle because it's easier. Out of session breakers: +/-5% Limit downs: -7%/-13%/-20% There are some minor nuances for the later...

NeoButane

CME bitcoin trading opens at 5p.m. CT (UTC-6) on Sunday. This translates to 2300 UTC. www.cmegroup.com Orange: CME open hour candle's range is smaller than the previous hourly candle Fuchsia: CME open hour candle's range is larger than the previous hourly candle If there is a blue...

giancapino

CFTC only publishes total OI on fridays, related to last Tuesday. But what happened since last Tuesday? CME Vol & Open Interest data is recorded&exported daily by quandl.com to tradingview via the che CHRIS/CME datasets www.quandl.com Eg. Nat Gas next outstanding cntract n. 20, field n....

NeoButane

CME bitcoin futures volume multiplied by 5, as each contract is 5 bitcoin. Days when the exchange are closed shows no volume.

giancapino

Daily e-o-d Open Interest as published by CME. As CFTC COT Open Interest relates to last Tuesday, here you can have an idea how things evolved day-by-day since then. As CME total OI is not accessibl as data, here I sum OI of the next 9 outstanding contracts, which gives a fair idea of the trend in OI

Daveatt

Hi everyone This in an indicator inspired by Scarrff I added the XBT quarterly and yearly settlement dates Enjoy David

Real_inwCoin

just update the settlement date.

shlomok

As you can see, this script plots the current (10-min. delayed) CME Futures price versus Bitfinex, Bitstamp, and Coinbase prices. It's displayed here on a 30 minute view because at the time of writing the futures have been alive for approximately one day. The script will likely be more useful on longer time frames as a macro-level indicator. It's pretty simple...